+137.3%
FLEX vs UMC
+166.6%
-29.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.9% |
| 7D | +7.5% | +11.2% | -3.7% | +2.4% |
| 30D | -25.3% | -28.0% | +2.8% | -12.4% |
| 3M | -39.7% | -20.5% | -19.1% | -32.9% |
| 6M | -47.9% | -1.6% | -46.3% | -48.5% |
| YTD | +24.1% | +99.4% | -75.3% | -13.6% |
| 1Y | +26.0% | +120.4% | -94.5% | -16.3% |
| 3Y | +282.7% | +134.2% | +148.5% | +141.1% |
| 5Y | +424.2% | +78.8% | +345.4% | +259.1% |
| 10Y | +613.8% | +1,280.4% | -666.7% | +56.9% |
| All | +137.3% | +166.6% | -29.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling